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DENN vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DENN and SPY is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

DENN vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Denny's Corporation (DENN) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DENN:

-0.71

SPY:

0.70

Sortino Ratio

DENN:

-0.81

SPY:

1.02

Omega Ratio

DENN:

0.89

SPY:

1.15

Calmar Ratio

DENN:

-0.52

SPY:

0.68

Martin Ratio

DENN:

-1.54

SPY:

2.57

Ulcer Index

DENN:

29.51%

SPY:

4.93%

Daily Std Dev

DENN:

64.16%

SPY:

20.42%

Max Drawdown

DENN:

-97.70%

SPY:

-55.19%

Current Drawdown

DENN:

-83.82%

SPY:

-3.55%

Returns By Period

In the year-to-date period, DENN achieves a -36.86% return, which is significantly lower than SPY's 0.87% return. Over the past 10 years, DENN has underperformed SPY with an annualized return of -9.93%, while SPY has yielded a comparatively higher 12.73% annualized return.


DENN

YTD

-36.86%

1M

3.52%

6M

-41.77%

1Y

-45.11%

3Y*

-28.29%

5Y*

-18.84%

10Y*

-9.93%

SPY

YTD

0.87%

1M

6.28%

6M

-1.56%

1Y

14.21%

3Y*

14.25%

5Y*

15.81%

10Y*

12.73%

*Annualized

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Denny's Corporation

SPDR S&P 500 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

DENN vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DENN
The Risk-Adjusted Performance Rank of DENN is 1313
Overall Rank
The Sharpe Ratio Rank of DENN is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of DENN is 1616
Sortino Ratio Rank
The Omega Ratio Rank of DENN is 1515
Omega Ratio Rank
The Calmar Ratio Rank of DENN is 1818
Calmar Ratio Rank
The Martin Ratio Rank of DENN is 55
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6262
Overall Rank
The Sharpe Ratio Rank of SPY is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5959
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6363
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6565
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DENN vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Denny's Corporation (DENN) and SPDR S&P 500 ETF (SPY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current DENN Sharpe Ratio is -0.71, which is lower than the SPY Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of DENN and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

DENN vs. SPY - Dividend Comparison

DENN has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.22%.


TTM20242023202220212020201920182017201620152014
DENN
Denny's Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.22%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

DENN vs. SPY - Drawdown Comparison

The maximum DENN drawdown since its inception was -97.70%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DENN and SPY.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

DENN vs. SPY - Volatility Comparison

Denny's Corporation (DENN) has a higher volatility of 19.88% compared to SPDR S&P 500 ETF (SPY) at 4.86%. This indicates that DENN's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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